Pages that link to "Item:Q2460327"
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The following pages link to Strong invariance principles for dependent random variables (Q2460327):
Displaying 50 items.
- Dependent functional data (Q1952694) (← links)
- A moment inequality of the Marcinkiewicz-Zygmund type for some weakly dependent random fields (Q1957166) (← links)
- Non-stationary almost sure invariance principle for hyperbolic systems with singularities (Q1990116) (← links)
- On the law of the iterated logarithm and strong invariance principles in stochastic geometry (Q2040086) (← links)
- Optimal change-point estimation in time series (Q2054501) (← links)
- On the weak invariance principle for ortho-martingale in Banach spaces. Application to stationary random fields (Q2080279) (← links)
- Optimal difference-based variance estimators in time series: a general framework (Q2148979) (← links)
- Hypothesis testing for high-dimensional time series via self-normalization (Q2215757) (← links)
- Time series modeling on dynamic networks (Q2283569) (← links)
- Martingale decomposition and approximations for nonlinearly dependent processes (Q2322644) (← links)
- Almost sure approximation of the superposition of the random processes (Q2340312) (← links)
- A compact LIL for martingales in \(2\)-smooth Banach spaces with applications (Q2345125) (← links)
- Strong invariance principles with rate for ``reverse'' martingale differences and applications (Q2346975) (← links)
- Study of almost everywhere convergence of series by mean of martingale methods (Q2360248) (← links)
- On weak invariance principles for partial sums (Q2412501) (← links)
- Central limit theorem started at a point for stationary processes and additive functionals of reversible Markov chains (Q2428534) (← links)
- Marked empirical processes for non-stationary time series (Q2435236) (← links)
- On weak invariance principles for sums of dependent random functionals (Q2435751) (← links)
- Functionals of order statistics and their multivariate concomitants with application to semiparametric estimation by nearest neighbours (Q2439271) (← links)
- Testing for structural stability in the whole sample (Q2440388) (← links)
- Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
- Covariance and precision matrix estimation for high-dimensional time series (Q2443210) (← links)
- A Darling-Erdős type result for stationary ellipsoids (Q2444629) (← links)
- A general approach to the joint asymptotic analysis of statistics from sub-samples (Q2447093) (← links)
- On martingale approximations and the quenched weak invariance principle (Q2447340) (← links)
- Komlós-Major-Tusnády approximation under dependence (Q2447341) (← links)
- Strong invariance principle for dependent multi-indexed random variables (Q2455206) (← links)
- Properties of higher criticism under strong dependence (Q2477065) (← links)
- Testing for change points in time series models and limiting theorems for NED sequences (Q2642747) (← links)
- A Berry-Esseen bound with (almost) sharp dependence conditions (Q2692529) (← links)
- Limit theorems for aggregated linear processes (Q2837758) (← links)
- Rates of Convergence in the Strong Invariance Principle for Non-adapted Sequences Application to Ergodic Automorphisms of the Torus (Q2840335) (← links)
- Structural breaks in time series (Q2852477) (← links)
- Sequentiel testing for the stability of high-frequency portfolio betas (Q2909249) (← links)
- Testing for parameter stability in nonlinear autoregressive models (Q2931587) (← links)
- On the Product of Random Variables and Moments of Sums Under Dependence (Q2954043) (← links)
- On nonparametric prediction of linear processes (Q3077668) (← links)
- (Q3077875) (← links)
- POINTWISE ERGODIC THEOREMS WITH RATE WITH APPLICATIONS TO LIMIT THEOREMS FOR STATIONARY PROCESSES (Q3083434) (← links)
- TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
- Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes (Q3388496) (← links)
- Limit theorems and inequalities via martingale methods (Q3451717) (← links)
- Covariances Estimation for Long-Memory Processes (Q3566396) (← links)
- Invariance principles in probability for stable processes generated by a class of dependent sequences (Q3782523) (← links)
- WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS (Q4585032) (← links)
- An invariance principle for conditional empirical processes (Q4677495) (← links)
- Strong invariance principles for triangular arrays of weakly dependent random variables (Q4859245) (← links)
- Unsupervised Self-Normalized Change-Point Testing for Time Series (Q4962429) (← links)
- Asymptotic for LS estimators in the EV regression model for dependent errors (Q5020923) (← links)
- ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS (Q5024497) (← links)
